Search Results - subject:"nonparametric maximum likelihood estimator"

Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known

Werker, Bas J.M.; Segers, J.J.J.; van den Akker, R. - Tilburg University, Center for Economic Research - 2008

At the heart of the copula methodology in statistics is the idea of separating marginal distributions from the dependence structure. However, as shown in this paper, this separation is not to be taken for granted: in the model where the copula is known and the marginal distributions are...

Persistent link: https://www.econbiz.de/10011090999

Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution

Einmahl, John; Segers, J.J.J. - Tilburg University, Center for Economic Research - 2008

AMS 2000 subject classifications: Primary 62G05, 62G30, 62G32; secondary 60G70, 60F05, 60F17, JEL: C13, C14.

Persistent link: https://www.econbiz.de/10011091150

Asymptotic distribution of the nonparametric distribution estimator based on a martingale approach in doubly censored data

Sugimoto, Tomoyuki - In: Annals of the Institute of Statistical Mathematics 65 (2013) 5, pp. 859-888

a martingale approach for inference of the nonparametric maximum likelihood estimator (NPMLE). We formulate a martingale …

Persistent link: https://www.econbiz.de/10010698325

On the Accelerated Failure Time Model for Current Status and Interval Censored Data

Tian, Lu; Cai, Tianxi - Berkeley Electronic Press - 2004

This paper introduces a novel approach to making inference about the regression parameters in the accelerated failure time (AFT) model for current status and interval censored data. The estimator is constructed by inverting a Wald type test for testing a null proportional hazards model. A...

Persistent link: https://www.econbiz.de/10005246241